Equity factor strategies have experienced performance challenges relative to cap-weighted indexes since the COVID-19-induced market crash of 2020. In cap-weighted indexes, companies with higher market ...

Index tracking and portfolio optimization are pivotal techniques in modern financial management, aiming to replicate the performance of a benchmark index while minimising discrepancies and risk. This ...

The wrong assumptions are being made about fund managers and their approach to risk by those using tracking error, according to Russell Investments’ portfolio manager, Scott Bennett. Speaking at the ...

A portfolio with low standard deviation of returns would deliver a more desirable experience for the investor. This can occur with or without a high TE (that is, a manager can have a high or low TE ...

When it comes to integrating ESG factors into investment strategies, market participants may be interested in deviations from the benchmark. Improving the ESG profile ...